+245.6%
CRH vs WYNN
+1.1%
+244.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -6.1% | -4.2% | -1.9% | -4.9% |
| 30D | -9.3% | -14.6% | +5.3% | -5.1% |
| 3M | -15.2% | -18.4% | +3.2% | -10.3% |
| 6M | -14.2% | -11.9% | -2.3% | -11.2% |
| YTD | -28.3% | -26.6% | -1.7% | -21.9% |
| 1Y | -21.8% | -28.5% | +6.8% | -14.7% |
| 3Y | +71.6% | -5.1% | +76.7% | +68.6% |
| 5Y | +96.6% | -10.5% | +107.1% | +87.4% |
| All | +245.6% | +1.1% | +244.5% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling